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We pursue our study of integrable weak noise theories of directed polymer and interacting particle stochastic models in the 1D KPZ universality class. Here we focus on the $q$-TASEP in either continuous or discrete time. Each particle on…

Statistical Mechanics · Physics 2026-02-27 Alexandre Krajenbrink , Pierre Le Doussal

During the last decades active particles have attracted an incipient attention as they have been observed in a broad class of scenarios, ranging from bacterial suspension in living systems to artificial swimmers in nonequilibirum systems.…

Statistical Mechanics · Physics 2023-12-19 Antonio A. Valido , Mattia Coccolo , Miguel A. F. Sanjuán

Laboratory earthquakes exhibit characteristics of a low dimensional random attractor with a dimension similar to that of natural slow earthquakes. A model of stochastic differential equations based on rate and state-dependent friction…

Chaotic Dynamics · Physics 2022-04-07 Adriano Gualandi , Davide Faranda , Chris Marone , Massimo Cocco , Gianmarco Mengaldo

Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…

Probability · Mathematics 2012-09-25 Amarjit Budhiraja , Jiang Chen , Paul Dupuis

We analyze gradient descent with randomly weighted data points in a linear regression model, under a generic weighting distribution. This includes various forms of stochastic gradient descent, importance sampling, but also extends to…

Machine Learning · Statistics 2025-12-12 Gabriel Clara , Yazan Mash'al

We consider a two-dimensional fully frustrated Josephson-junction array, which is driven uniformly by oscillating currents. As the temperature is lowered, there emerges a dynamic phase transition to an ordered state with nonzero dynamic…

Condensed Matter · Physics 2009-11-07 Gun Sang Jeon , Jong Soo Lim , Hyun Jin Kim , M. Y. Choi

Overdamped stochastic systems maintained far from equilibrium can display sustained oscillations with fluctuations that decrease with the system size. The correlation time of such noisy limit cycles expressed in units of the cycle period is…

Statistical Mechanics · Physics 2025-01-31 Davide Santolin , Gianmaria Falasco

The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…

Physics Education · Physics 2025-09-15 Luiz Antonio Barreiro

Stochastic resetting generates nonequilibrium steady states by interspersing unitary quantum dynamics with resets at random times. When the state to which the system is reset is chosen conditionally on the outcome of a global and spatially…

Statistical Mechanics · Physics 2025-10-14 David Soldner , Igor Lesanovsky , Gabriele Perfetto

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

Fluid Dynamics · Physics 2025-03-21 Arnaud Debussche , Etienne Mémin

We study stochastic perturbations of ODE with stable limit cycles -- referred to as stochastic oscillators -- and investigate the response of the asymptotic (in time) frequency of oscillations to changing noise amplitude. Unlike previous…

Probability · Mathematics 2022-01-26 Zachary P. Adams

We study the convergence of $N-$particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending…

Probability · Mathematics 2021-03-09 Xavier Erny , Eva Löcherbach , Dasha Loukianova

Dynamical decoupling is an important tool to counter decoherence and dissipation effects in quantum systems originating from environmental interactions. It has been used successfully in many experiments; however, there is still a gap…

Quantum Physics · Physics 2014-06-25 J. Z. Bernád , H. Frydrych

We study a stochastic spatial epidemic model where the $N$ individuals carry two features: a position and an infection state, interact and move in $\R^d$. In this Markovian model, the evolution of the infection states are described with the…

Probability · Mathematics 2021-11-05 Yen V. Vuong , Maxime Hauray , Etienne Pardoux

The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…

Numerical Analysis · Mathematics 2019-10-02 Samuel Rudy , Steven Brunton , J. Nathan Kutz

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

We study the effect of additive Brownian noise on an ODE system that has a stable hyperbolic limit cycle, for initial data that are attracted to the limit cycle. The analysis is performed in the limit of small noise - that is, we modulate…

Probability · Mathematics 2016-01-19 Giambattista Giacomin , Christophe Poquet , Assaf Shapira

The authors present a method of indicator random processes, applicable to constructing models of jump processes associated with diffusion process. Indicator random processes are processes that take only two values: 1 and 0, in accordance…

Dynamical Systems · Mathematics 2024-02-06 Valery Doobko , Elena Karachanskaya

We establish the conditioned stochastic stability of equilibrium states for H\"older potentials on uniformly hyperbolic sets. While standard stochastic stability characterises measures on attractors, we analyse the statistics of transient…

Dynamical Systems · Mathematics 2025-12-22 Bernat Bassols Cornudella , Matheus M. Castro

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…

Dynamical Systems · Mathematics 2022-11-22 Shenglan Yuan , René Schilling , Jinqiao Duan
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